You don't technically need a receipt for C&R record-keeping purposes; you only need to record the seller's address or FFL license number in the bound book. However, I like to have a receipt for CYA purposes, and
every C&R mail order house I've ever used has sent one with
every order.
If you need a signature, make sure you tell the mail order house. There's no federal requirement for the FFL on the
receiving end of a mail-order transaction to get the seller's signed FFL form. It's only required from the buyer, so most mail order dealers do NOT normally provide signed paperwork. However, most of them should accomodate your request if you ask nicely.